Browse Source
0.10171ca77
estimatefee / estimatepriority RPC methods (Gavin Andresen)0193fb8
Allow multiple regression tests to run at once (Gavin Andresen)c6cb21d
Type-safe CFeeRate class (Gavin Andresen)
Wladimir J. van der Laan
11 years ago
26 changed files with 909 additions and 158 deletions
@ -1,2 +1,21 @@
@@ -1,2 +1,21 @@
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(note: this is a temporary file, to be added-to by anybody, and moved to |
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release-notes at release time) |
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New RPC methods |
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=============== |
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Fee/Priority estimation |
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----------------------- |
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estimatefee nblocks : Returns approximate fee-per-1,000-bytes needed for |
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a transaction to be confirmed within nblocks. Returns -1 if not enough |
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transactions have been observed to compute a good estimate. |
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estimatepriority nblocks : Returns approximate priority needed for |
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a zero-fee transaction to confirm within nblocks. Returns -1 if not |
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enough free transactions have been observed to compute a good |
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estimate. |
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Statistics used to estimate fees and priorities are saved in the |
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data directory in the 'fee_estimates.dat' file just before |
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program shutdown, and are read in at startup. |
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@ -0,0 +1,142 @@
@@ -0,0 +1,142 @@
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#!/usr/bin/env python |
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# |
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# Test fee estimation code |
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# |
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# Add python-bitcoinrpc to module search path: |
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import os |
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import sys |
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sys.path.append(os.path.join(os.path.dirname(os.path.abspath(__file__)), "python-bitcoinrpc")) |
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import json |
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import random |
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import shutil |
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import subprocess |
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import tempfile |
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import traceback |
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from bitcoinrpc.authproxy import AuthServiceProxy, JSONRPCException |
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from util import * |
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def run_test(nodes, test_dir): |
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nodes.append(start_node(0, test_dir, |
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["-debug=mempool", "-debug=estimatefee"])) |
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# Node1 mines small-but-not-tiny blocks, and allows free transactions. |
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# NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes, |
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# so blockmaxsize of 2,000 is really just 1,000 bytes (room enough for |
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# 6 or 7 transactions) |
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nodes.append(start_node(1, test_dir, |
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["-blockprioritysize=1500", "-blockmaxsize=2000", |
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"-debug=mempool", "-debug=estimatefee"])) |
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connect_nodes(nodes[1], 0) |
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# Node2 is a stingy miner, that |
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# produces very small blocks (room for only 3 or so transactions) |
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node2args = [ "-blockprioritysize=0", "-blockmaxsize=1500", |
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"-debug=mempool", "-debug=estimatefee"] |
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nodes.append(start_node(2, test_dir, node2args)) |
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connect_nodes(nodes[2], 0) |
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sync_blocks(nodes) |
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# Prime the memory pool with pairs of transactions |
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# (high-priority, random fee and zero-priority, random fee) |
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min_fee = Decimal("0.001") |
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fees_per_kb = []; |
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for i in range(12): |
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(txid, txhex, fee) = random_zeropri_transaction(nodes, Decimal("1.1"), |
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min_fee, min_fee, 20) |
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tx_kbytes = (len(txhex)/2)/1000.0 |
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fees_per_kb.append(float(fee)/tx_kbytes) |
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# Mine blocks with node2 until the memory pool clears: |
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count_start = nodes[2].getblockcount() |
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while len(nodes[2].getrawmempool()) > 0: |
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nodes[2].setgenerate(True, 1) |
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sync_blocks(nodes) |
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all_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ] |
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print("Fee estimates, super-stingy miner: "+str([str(e) for e in all_estimates])) |
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# Estimates should be within the bounds of what transactions fees actually were: |
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delta = 1.0e-6 # account for rounding error |
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for e in filter(lambda x: x >= 0, all_estimates): |
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if float(e)+delta < min(fees_per_kb) or float(e)-delta > max(fees_per_kb): |
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raise AssertionError("Estimated fee (%f) out of range (%f,%f)"%(float(e), min_fee_kb, max_fee_kb)) |
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# Generate transactions while mining 30 more blocks, this time with node1: |
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for i in range(30): |
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for j in range(random.randrange(6-4,6+4)): |
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(txid, txhex, fee) = random_transaction(nodes, Decimal("1.1"), |
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Decimal("0.0"), min_fee, 20) |
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tx_kbytes = (len(txhex)/2)/1000.0 |
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fees_per_kb.append(float(fee)/tx_kbytes) |
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nodes[1].setgenerate(True, 1) |
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sync_blocks(nodes) |
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all_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ] |
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print("Fee estimates, more generous miner: "+str([ str(e) for e in all_estimates])) |
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for e in filter(lambda x: x >= 0, all_estimates): |
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if float(e)+delta < min(fees_per_kb) or float(e)-delta > max(fees_per_kb): |
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raise AssertionError("Estimated fee (%f) out of range (%f,%f)"%(float(e), min_fee_kb, max_fee_kb)) |
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# Finish by mining a normal-sized block: |
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while len(nodes[0].getrawmempool()) > 0: |
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nodes[0].setgenerate(True, 1) |
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sync_blocks(nodes) |
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final_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ] |
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print("Final fee estimates: "+str([ str(e) for e in final_estimates])) |
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def main(): |
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import optparse |
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parser = optparse.OptionParser(usage="%prog [options]") |
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parser.add_option("--nocleanup", dest="nocleanup", default=False, action="store_true", |
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help="Leave bitcoinds and test.* datadir on exit or error") |
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parser.add_option("--srcdir", dest="srcdir", default="../../src", |
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help="Source directory containing bitcoind/bitcoin-cli (default: %default%)") |
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parser.add_option("--tmpdir", dest="tmpdir", default=tempfile.mkdtemp(prefix="test"), |
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help="Root directory for datadirs") |
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(options, args) = parser.parse_args() |
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os.environ['PATH'] = options.srcdir+":"+os.environ['PATH'] |
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check_json_precision() |
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success = False |
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nodes = [] |
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try: |
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print("Initializing test directory "+options.tmpdir) |
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print(" node0 running at: 127.0.0.1:%d"%(p2p_port(0))) |
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if not os.path.isdir(options.tmpdir): |
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os.makedirs(options.tmpdir) |
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initialize_chain(options.tmpdir) |
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run_test(nodes, options.tmpdir) |
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success = True |
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except AssertionError as e: |
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print("Assertion failed: "+e.message) |
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except Exception as e: |
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print("Unexpected exception caught during testing: "+str(e)) |
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traceback.print_tb(sys.exc_info()[2]) |
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if not options.nocleanup: |
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print("Cleaning up") |
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stop_nodes(nodes) |
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wait_bitcoinds() |
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shutil.rmtree(options.tmpdir) |
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if success: |
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print("Tests successful") |
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sys.exit(0) |
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else: |
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print("Failed") |
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sys.exit(1) |
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if __name__ == '__main__': |
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main() |
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